Bleed, bleed, and bleed some more.
Park the car nose high - I used ramps. Fill the coolant through the upper hose, NOT through the overflow bottle. Run it and bleed it - with the heater on full bore.
Bleed some more - then some more.
Keep a bottle of pre-mix in the trunk for at least a week, in case you missed some.
The radiator is lower than the head, so air pockets can form in the cooling passages in the head.
Let it overheat, and you'll be looking at a blown head gasket or warped head.
These are NOT cars that you can just overheat on a whim. This isn't a small-block chevy.
Many an E36 will go to the boneyard after a fatal overheating incident.
Do not take overheating lightly!